Thank you for providing those additional instructions. I was indeed able to reproduce the issue and found the reason for it - it is since RadGridView is a virtualized control and its elements are reused as they are brought in and out the view area during scrolling. You can also check our online documentation explaining how the UI virtualization works.
In order to have the text kept while you do not have any filtering applied, you should disable the column virtualization:
Let me know how this works for you.